Related papers: Interpretable feature subset selection: A Shapley …
Feature selection is a classical problem in statistics and machine learning, and it continues to remain an extremely challenging problem especially in the context of unknown non-linear relationships with dependent features. On the other…
Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do…
Over the last few years, the Shapley value, a solution concept from cooperative game theory, has found numerous applications in machine learning. In this paper, we first discuss fundamental concepts of cooperative game theory and axiomatic…
Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a…
Variable selection or importance measurement of input variables to a machine learning model has become the focus of much research. It is no longer enough to have a good model, one also must explain its decisions. This is why there are so…
Not all real-world data are labeled, and when labels are not available, it is often costly to obtain them. Moreover, as many algorithms suffer from the curse of dimensionality, reducing the features in the data to a smaller set is often of…
Shapley values are widely used for model-agnostic data valuation and feature attribution, yet they implicitly assume contributors are interchangeable. This can be problematic when contributors are dependent (e.g., reused/augmented data or…
Shapley value is a concept from game theory. Recently, it has been used for explaining complex models produced by machine learning techniques. Although the mathematical definition of Shapley value is straight-forward, the implication of…
Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning…
Shapley values are today extensively used as a model-agnostic explanation framework to explain complex predictive machine learning models. Shapley values have desirable theoretical properties and a sound mathematical foundation in the field…
Cooperative game theory has become a cornerstone of post-hoc interpretability in machine learning, largely through the use of Shapley values. Yet, despite their widespread adoption, Shapley-based methods often rest on axiomatic…
The Shapley value provides a principled framework for fairly distributing rewards among participants according to their individual contributions. While prior work has applied this concept to data valuation in machine learning, existing…
Feature attribution methods help make machine learning-based inference explainable by determining how much one or several features have contributed to a model's output. A particularly popular attribution method is based on the Shapley value…
Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…
The Shapley value is arguably the most central normative solution concept in cooperative game theory. It specifies a unique way in which the reward from cooperation can be "fairly" divided among players. While it has a wide range of real…
Measuring contributions is a classical problem in cooperative game theory where the Shapley value is the most well-known solution concept. In this paper, we establish the convergence property of the Shapley value in parametric Bayesian…
Cooperative game theory methods, notably Shapley values, have significantly enhanced machine learning (ML) interpretability. However, existing explainable AI (XAI) frameworks mainly attribute average model predictions, overlooking…
Shapley value attribution (SVA) is an increasingly popular explainable AI (XAI) method, which quantifies the contribution of each feature to the model's output. However, recent work has shown that most existing methods to implement SVAs…
Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features. However, computing Shapley values exactly is…
Cohort Shapley value is a model-free method of variable importance grounded in game theory that does not use any unobserved and potentially impossible feature combinations. We use it to evaluate algorithmic fairness, using the well known…